+180.8%
IRM vs PFGC
+138.1%
+42.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +6.8% | +3.4% | +3.4% | +5.8% |
| 30D | +2.6% | +16.9% | -14.3% | -2.0% |
| 3M | -9.5% | +6.4% | -15.9% | -11.3% |
| 6M | -8.5% | +16.0% | -24.5% | -13.2% |
| YTD | +40.3% | +23.6% | +16.6% | +29.9% |
| 1Y | +28.7% | +16.6% | +12.1% | +21.2% |
| 3Y | +111.8% | +82.3% | +29.6% | +72.5% |
| All | +180.8% | +138.1% | +42.7% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling